44 citations · 106 across the 15 of their papers we have counts for
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math.PR2019★ 11 cited
The expected signature of Brownian motion stopped on the boundary of a circle has finite radius of convergence
Horatio Boedihardjo, Joscha Diehl, Marc Mezzarobba +1
The expected signature is an analogue of the Laplace transform for rough paths. Chevyrev and Lyons showed that, under certain moment conditions, the expected signature determines t…
cs.SC2019★ 12 cited
Computing the volume of compact semi-algebraic sets
Pierre Lairez, Marc Mezzarobba, Mohab Safey El Din
Let be a compact basic semi-algebraic set defined as the real solution set of multivariate polynomial inequalities with rational coefficients. We design an algorithm…